NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 21-Aug-2020
Day Change Summary
Previous Current
20-Aug-2020 21-Aug-2020 Change Change % Previous Week
Open 42.95 42.75 -0.20 -0.5% 42.45
High 42.98 42.96 -0.02 0.0% 43.29
Low 41.63 41.46 -0.17 -0.4% 41.46
Close 42.82 42.34 -0.48 -1.1% 42.34
Range 1.35 1.50 0.15 11.1% 1.83
ATR 1.25 1.27 0.02 1.4% 0.00
Volume 377,070 345,368 -31,702 -8.4% 1,505,628
Daily Pivots for day following 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 46.75 46.05 43.17
R3 45.25 44.55 42.75
R2 43.75 43.75 42.62
R1 43.05 43.05 42.48 42.65
PP 42.25 42.25 42.25 42.06
S1 41.55 41.55 42.20 41.15
S2 40.75 40.75 42.07
S3 39.25 40.05 41.93
S4 37.75 38.55 41.52
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 47.85 46.93 43.35
R3 46.02 45.10 42.84
R2 44.19 44.19 42.68
R1 43.27 43.27 42.51 42.82
PP 42.36 42.36 42.36 42.14
S1 41.44 41.44 42.17 40.99
S2 40.53 40.53 42.00
S3 38.70 39.61 41.84
S4 36.87 37.78 41.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.29 41.46 1.83 4.3% 1.11 2.6% 48% False True 301,125
10 43.29 41.43 1.86 4.4% 1.11 2.6% 49% False False 236,671
20 43.68 39.00 4.68 11.1% 1.26 3.0% 71% False False 186,533
40 43.68 37.89 5.79 13.7% 1.27 3.0% 77% False False 129,532
60 43.68 33.65 10.03 23.7% 1.54 3.6% 87% False False 98,342
80 43.68 25.68 18.00 42.5% 1.68 4.0% 93% False False 83,424
100 43.68 23.26 20.42 48.2% 1.86 4.4% 93% False False 74,183
120 48.81 23.26 25.55 60.3% 2.04 4.8% 75% False False 67,547
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 49.34
2.618 46.89
1.618 45.39
1.000 44.46
0.618 43.89
HIGH 42.96
0.618 42.39
0.500 42.21
0.382 42.03
LOW 41.46
0.618 40.53
1.000 39.96
1.618 39.03
2.618 37.53
4.250 35.09
Fisher Pivots for day following 21-Aug-2020
Pivot 1 day 3 day
R1 42.30 42.34
PP 42.25 42.34
S1 42.21 42.34

These figures are updated between 7pm and 10pm EST after a trading day.

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